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@quant_xbt

Crypto Quant/HFT

ID: 932511220254601216

calendar_today20-11-2017 07:29:34

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@quant_xbt

2 months ago

Running thousands of simulations isn't about overfitting. It's validating hypotheses. Sort pairs on the X-Z spectrum, test profitability. If X consistently outperforms Z, you're onto something. Not data mining – it's systematic validation. X to Z isn't binary, it's a ranking.